WPL and WGL are both often used. I think it started with WPL (Wargaming Pro League) before the first season officially started and was changed to WGL (Wargaming.net League) when it actually went off. Ever since the "correct" name was WGL. This short handle is part of the tournament accounts as well.

The WGL has different regions as well, thats why the RU pro league is WGL as well - it just is WGL RU for the regional part.

This is just a sumup of my personal experience and knowledge, though - nothing official. WPL is still used pretty often for some reason.